Stress Testing: Latest Developments and Best Practice London

This training course will provide attendees with a comprehensive understanding of the stress testing process and give best practice examples from leading financial institutions.


Stress Testing: Latest Developments and Best Practice

London, 28 - 29th November 2018


View the Agenda          Super Early Bird Rate

This two day course will delve into the latest stress testing best practices, providing attendees with a comprehensive overview of regulations and key developments in the field.

Day one of the course will present an overview of stress testing in 2018, model risk and validation, stress scenarios, and a look at how to use stress testing results to improve strategic decision making.

Day two covers topics including why the FCA wants reverse stress testing, an insight into stress testing under IFRS9, the best practice in operational risk stress testing, and integrated stress testing.

The course is held under Chatham House Rule to promote an open and discussion based learning environment and the sharing of best practice approaches.

Course Highlights
  • Model risk & validation, including scenario definition and calibration
  • Scenario analysis with examples of stress scenarios for the current rate environment
  • How you can embed stress testing into your decision making process and governance strategies
  • Reverse stress testing and how to build such tests
  • Quantitative vs. qualitative stress models for stress testing operational risk
  • The links between economic capital, liquidity risk and stress testing
Who Should Attend

This course is primarily aimed at those working in or looking to update their knowledge on stress testing, however Risk welcomes anyone to whom the training would be of benefit. Specific job titles may include but are not limited to:

  • Stress Testing Analysts
  • Stress Testing Operations
  • Risk Modelling
  • Scenario Analysis
  • Economic Capital Modelling
  • Market Risk
  • Credit Risk
  • Risk Reporting
  • Model Development
  • Internal Audit
  • Compliance and Reporting
  • Basel III Compliance


Rupak Dasgupta

Senior Risk Specialist

Bank of England

Juan Ramirez



A Director in the Banking and Capital Markets group at Deloitte

He has been involved in a good number of projects around Basel regulatory capital, risk management, prudent valuation  and IFRS 9 accounting

Prior to joining Deloitte Juan worked 20 years in investment banking in derivatives front office at JP Morgan, Lehman Brothers, Barclays Capital, Santander and BNP Paribas. Juan holds an MBA from University of Chicago and a BSc in electrical engineering from ICAI in Madrid

Juan is the author of the books “Accounting for Derivatives”, “Handbook of Basel III Capital” and “Handbook of Corporate Equity Derivatives and Equity Capital Markets.

Paul Dobbs

Managing Consultant


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